Intel has a program called Intel MKL. Do amd have something similar?
I do not think so.
Yes, they did, it was the AMD Core Math Library (ACML) but they have transitioned it to the open source project GPUOpen.
See these links:
NOTE: the Intel MKL will also work on AMD CPUs and has a greater feature set including BLAS/LAPACK, VML, IPP, TBB, DAAL, and OpenMPI.
See Intel® Math Kernel Library (Intel® MKL) | Intel® Software
None of these links work. Where can I find a working link of the ACML 4.4.0?
Retrieving data ...